+41.5%
NU vs MCHP
-4.8%
+46.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.7% | -6.3% | -4.1% |
| 7D | -4.9% | 0.0% | -4.9% | -5.0% |
| 30D | +7.8% | -6.0% | +13.9% | +10.4% |
| 3M | +20.9% | -19.7% | +40.6% | +29.4% |
| 6M | +0.9% | +14.0% | -13.1% | -9.3% |
| YTD | -12.7% | +18.4% | -31.1% | -23.7% |
| 1Y | -6.4% | +17.1% | -23.5% | -18.8% |
| 3Y | +98.1% | +0.7% | +97.4% | +69.8% |
| All | +41.5% | -4.8% | +46.4% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MCHP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling